fdhestonbarrierengine (3) - Linux Man Pages

fdhestonbarrierengine: Finite-Differences Heston barrier option engine.

NAME

ql/experimental/finitedifferences/fdhestonbarrierengine.hpp - Finite-Differences Heston barrier option engine.

SYNOPSIS


#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
#include <ql/models/equity/hestonmodel.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>

Classes


class FdHestonBarrierEngine
Finite-Differences Heston Barrier Option engine.

Detailed Description

Finite-Differences Heston barrier option engine.

Author

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